Naturgy Energy Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.56% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1516 | 14.96 | |
| 0.0828 | 17.02 | |
| 0.8282 | 233.09 | |
| 0.0951 | 8.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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